Skip Navigation


Biometrika Advance Access originally published online on September 22, 2009
Biometrika 2009 96(4):957-970; doi:10.1093/biomet/asp045
This Article
Right arrow Full Text (PDF)
Right arrow All Versions of this Article:
96/4/957    most recent
asp045v1
Right arrow References
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by Qian, P. Z. G.
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

© 2009 Biometrika Trust

Article

Nested Latin hypercube designs

Peter Z. G. Qian

Department of Statistics, University of Wisconsin–Madison, Wisconsin 53706, U.S.A. peterq{at}stat.wisc.edu

Received for publication 1 June 2008. Revision received 1 March 2009.
  Abstract

We propose an approach to constructing nested Latin hypercube designs. Such designs are useful for conducting multiple computer experiments with different levels of accuracy. A nested Latin hypercube design with two layers is defined to be a special Latin hypercube design that contains a smaller Latin hypercube design as a subset. Our method is easy to implement and can accommodate any number of factors. We also extend this method to construct nested Latin hypercube designs with more than two layers. Illustrative examples are given. Some statistical properties of the constructed designs are derived.

Key Words: Computer experiment • Design of experiment • Latin hypercube design • Linking parameter • Multi-fidelity computer model • Sequential evaluation • Space-filling design


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.